The generalized trust region subproblem: solution complexity and convex hull results
The generalized trust region subproblem: solution complexity and convex hull results
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Berlin/Heidelberg: Springer Berlin Heidelberg
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English
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Berlin/Heidelberg: Springer Berlin Heidelberg
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Contents
We consider the generalized trust region subproblem (GTRS) of minimizing a nonconvex quadratic objective over a nonconvex quadratic constraint. A lifting of this problem recasts the GTRS as minimizing a linear objective subject to two nonconvex quadratic constraints. Our first main contribution is structural: we give an explicit description of the...
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The generalized trust region subproblem: solution complexity and convex hull results
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TN_cdi_proquest_journals_2631903252
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2631903252
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ISSN
0025-5610
E-ISSN
1436-4646
DOI
10.1007/s10107-020-01560-8